Anic Equity¶

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Total return since start: 0.709 %¶

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Equity now: -----------------------------> 52199.91 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48070.84 Kr¶

PnL: ---------------------------------------> -861.16 Kr¶

DD now: ---------------------------------> -1.733 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 15:15:28.460119'

Anic Portfolio¶

Today¶

Return: 0.24 %¶

This Week¶

Return: -0.222 %¶

Total portfolio value¶

Return including deposits: 70.889 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -1.400000 2321.000000 132.000000 6.030000 2189.000000
BHG Group 49 6.340000 698.740000 59.740000 9.350000 638.999984
Biotage 4 1.470000 633.200000 30.200000 5.010000 603.000000
Vitrolife 3 1.390000 702.000000 25.000000 3.690000 677.000001
Embracer Group B 26 1.640000 685.620000 23.620000 3.570000 661.999988
Xvivo Perfusion 3 -1.530000 868.500000 23.500000 2.780000 845.000001
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Addtech B 3 0.420000 718.200000 18.200000 2.600000 699.999999
Fortnox 10 0.710000 681.200000 13.200000 1.980000 668.000000
SynAct Pharma 9 -0.140000 657.000000 12.000000 1.860000 645.000003
Humana 40 3.380000 684.800000 10.800000 1.600000 674.000000
Svolder B 35 -0.160000 2189.250000 10.250000 0.470000 2179.000005
NCC B 7 0.430000 659.400000 5.400000 0.830000 653.999997
Volati 5 0.350000 575.000000 1.000000 0.170000 574.000000
Latour B 2 -0.530000 449.600000 0.600000 0.130000 449.000000
Indutrade 5 -0.600000 1320.500000 0.500000 0.040000 1320.000000
Addnode Group B 6 -1.030000 752.400000 0.400000 0.050000 751.999998
SCA A 4 1.360000 596.000000 -3.000000 -0.500000 599.000000
Nolato B 12 -1.200000 639.600000 -8.400000 -1.300000 648.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Gaming Innovation Group 161 0.780000 4177.950000 -10.050000 -0.240000 4187.999942
Sampo Oyj SDB 1 -0.800000 494.500000 -10.500000 -2.080000 505.000000
Profoto Holding 7 -1.450000 571.200000 -10.800000 -1.860000 581.999999
Investor B 3 -0.510000 645.450000 -12.550000 -1.910000 657.999999
Sdiptech B 3 -1.820000 809.400000 -12.600000 -1.530000 822.000000
BONESUPPORT HOLDING 10 -0.170000 1208.000000 -16.000000 -1.310000 1224.000000
Lime Technologies 2 -4.800000 555.000000 -38.000000 -6.410000 593.000000
Ambea 68 1.100000 2492.880000 -44.120000 -1.740000 2537.000032
Sedana Medical 135 3.530000 4279.500000 -51.500000 -1.190000 4330.999935
Lundin Gold 7 -0.310000 914.200000 -59.800000 -6.140000 973.999999
Creades A 7 -0.640000 545.300000 -65.700000 -10.750000 610.999998
Balco Group 39 -1.520000 1772.550000 -102.450000 -5.460000 1874.999997
Investor A 16 -0.690000 3441.600000 -103.400000 -2.920000 3545.000000
New Wave B 40 0.230000 3768.800000 -147.200000 -3.760000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 3.020000 2652.900000 -314.100000 -10.590000 2966.999993
TOTAL 48070.840000 -861.160000 -1.73274% 48931.999868

Updated:¶

'2023-06-14 15:15:45.651886'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶